-23.3%
ONON vs URI
+210.4%
-233.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +2.0% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | -13.1% | -13.4% | +0.2% | -6.8% |
| 3M | -29.3% | -6.2% | -23.1% | -28.1% |
| 6M | -34.5% | +28.0% | -62.5% | -45.1% |
| YTD | -42.2% | +23.0% | -65.2% | -51.3% |
| 1Y | -37.3% | +5.5% | -42.9% | -42.6% |
| 3Y | -9.3% | +119.2% | -128.4% | -52.5% |
| All | -23.3% | +210.4% | -233.7% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling